+391.7%
APP vs FSLR
+156.9%
+234.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +2.6% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -23.3% | -13.7% | -9.6% | -20.4% |
| 3M | -42.6% | -35.1% | -7.6% | -36.1% |
| 6M | -33.6% | +3.6% | -37.2% | -35.3% |
| YTD | -52.4% | -21.7% | -30.7% | -50.7% |
| 1Y | -35.9% | +1.3% | -37.2% | -38.7% |
| 3Y | +642.2% | +9.7% | +632.5% | +519.1% |
| 5Y | +311.1% | +117.4% | +193.7% | +115.5% |
| All | +391.7% | +156.9% | +234.8% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling